libs/math/test/test_runs_test.cpp

   1 /*
   2  * Copyright Nick Thompson, 2019
   3  * Use, modification and distribution are subject to the
   4  * Boost Software License, Version 1.0. (See accompanying file
   5  * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   6  */
   7
   8 #include "math_unit_test.hpp"
   9 #include <vector>
  10 #include <random>
  11 #include <boost/math/statistics/runs_test.hpp>
  12
  13 using boost::math::statistics::runs_above_and_below_median;
  14
  15 void test_agreement_with_r_randtests()
  16 {
  17   // $R
  18   // install.packages("randtests")
  19   // library(randtests)
  20   // earthden <- c(5.36, 5.29, 5.58, 5.65, 5.57, 5.53, 5.62, 5.29, 5.44, 5.34, 5.79,5.10, 5.27, 5.39, 5.42, 5.47, 5.63, 5.34, 5.46, 5.30, 5.75, 5.68, 5.85)
  21   // h = runs.test(earthden)
  22   // options(digits=18)
  23   //> h$statistic
  24   // -1.74772579501060576
  25   // > h$p.value
  26   // [1] 0.0805115199405023046
  27   // median of v is 5.46, 23 elements.
  28   std::vector<double> v{5.36, 5.29,
  29                         5.58, 5.65, 5.57, 5.53, 5.62,
  30                         5.29, 5.44, 5.34,
  31                         5.79, 5.10,
  32                         5.27, 5.39, 5.42,
  33                         5.47, 5.63,
  34                         5.34,
  35                         5.46, /* median */
  36                         5.30,
  37                         5.75, 5.68, 5.85};
  38   // v -> {-,-,+,+,+,+,+,-,-,-,+,+,-,-,-,+,+,-,-,+,+,+}, 8 runs.
  39   double expected_statistic = -1.74772579501060576;
  40   double expected_pvalue = 0.0805115199405023046;
  41
  42   auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
  43
  44   CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 3);
  45   CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
  46 }
  47
  48 void test_doc_example()
  49 {
  50     std::vector<double> v{5, 2, 0, 4, 7, 9, 10, 6, 1, 8, 3};
  51     double expected_statistic = -0.670820393249936919;
  52     double expected_pvalue = 0.502334954360502017;
  53
  54     auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
  55
  56     CHECK_ULP_CLOSE(expected_statistic, computed_statistic, 3);
  57     CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
  58 }
  59
  60 void test_constant_vector()
  61 {
  62     std::vector<double> v{5,5,5,5,5,5,5};
  63     auto [computed_statistic, computed_pvalue] = runs_above_and_below_median(v);
  64     double expected_pvalue = 0;
  65     CHECK_ULP_CLOSE(expected_pvalue, computed_pvalue, 3);
  66     if (!std::isnan(computed_statistic)) {
  67         std::cerr << "Computed statistic is not a nan!\n";
  68     }
  69 }
  70
  71 int main()
  72 {
  73     test_constant_vector();
  74     test_agreement_with_r_randtests();
  75     test_doc_example();
  76     return boost::math::test::report_errors();
  77 }